In this wikifolio the Crash Protection-strategy shall be combined with leveraged trading strategies on single stocks. The trading strategies could be either procyclical or contrarian. In case the Crash Risk-indicators show higher market risks all risky positions shall be closed or hedged.
Maximal gross exposure: approximately 300%
Minimal gross exposure: approximately -30%
Outperforming the market while having approximately equal drawdown risks.
0.95% management fee per annum
7.00% performance fee with high watermark
Link to wikifolio